Dear Dr Rick Wicklin, Te following R-code can produce the distribution function of the multivariate normal distribution for arbitrary limits and correlation matrices. How can I do the same in SAS please. Your help is greatly appreciated. pmvnorm(lower=-Inf, upper=Inf, mean=rep(0, length(lower)), corr=NULL, sigma=NULL, maxpts = 25000, abseps = 0.001, releps = 0) Arguments lower the vector of lower limits of length n. upper the vector of upper limits of length n. mean the mean vector of length n. corr the correlation matrix of dimension n. sigma the covariance matrix of dimension n. Either corr or sigma can be specified. If sigma is given, the problem is standardized. If neither corr nor sigma is given, the identity matrix is used for sigma.